Pre-Market IV Report February 25, 2022

Pre-Market IV Report February 25, 2022

Options with increasing option implied volatility: JPM VIX CRM RSX AGNC IPOF BRCC USO PBR

Stocks expected to have increasing option volume: COIN SQ FTCH FL LI CVNA OPEN BYND ETSY AMD DELL EOG MNST INTU PLTR

Option movers amid wide price movement

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 11 to 28 amid wide intra-day price movement.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 35.

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 41 after APPL trades down to 200-day moving average.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 65; compared to its 52-week range of 28 to 72 after trading down to April 2020 lows.

Salesforce (CRM) 30-day option implied volatility is at 55; compared to its 52-week range of 22 to 53.

Tesla (TSLA) 30-day option implied volatility is at 65; compared to its 52-week range of 36 to 86. Call put ratio 1 call to 1.1 puts.

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 70.

Advanced Micro Devices, Inc. (AMD) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 73 into board approves new $8B share repurchase program.

Russia movers

Market Vectors Russia ETF Trust (RSX) 30-day option implied volatility is at 123; compared to its 52-week range of 18 to 123. Call put ratio 1 call to 1.8 puts.

Yandex (YNDX) 30-day option implied volatility is at 165; compared to its 52-week range of 26 to 145. Call put ratio 1 call to 1.3 puts.

Mechel OAO (MTL) 30-day option implied volatility is at 128; compared to its 52-week range of 73 to 194. Call put ratio 1 call to 4.3 puts.

Mobile Telesystems (MBT) call put ratio 1 call to 4.3 puts.

Intrepid Potash (IPI) 30-day option implied volatility is at 81; compared to its 52-week range of 63 to 108. Call put ratio 16 calls to 1 put as corn beans and wheat at multi-year high.

The Mosaic Company (MOS) 30-day option implied volatility is at 51; compared to its 52-week range of 36 to 65 amid corn, beans and wheat at multi-year high.

Straddle prices for stocks expected to report quarterly results

Berkshire Hathaway (BRKA) March weekly 307 straddle priced for a move of +/- 4% into the expected release of quarter results on February 28.

Cano Health (GOEV) March weekly 5.5 straddle priced for a move of +/- 18% into the expected release of quarter results on February 28.

Lucid Group (LCID) March weekly 25 straddle priced for a move of +/- 18% into the expected release of quarter results after the bell on February 28.

3D Systems (DDD) March weekly 17 straddle priced for a move of +/- 19% into the expected release of quarter results after the bell on February 28.

Workday (WDAY) March weekly 222 straddle priced for a move of +/- 9% into the expected release of quarter results after the bell on February 28.

Smile Direct Club (SDC) March weekly 2 straddle priced for a move of +/- 28% into the expected release of quarter results after the bell on February 28.

Rocket Lab (RKLB) March 10 straddle priced for a move of +/- 19% into the expected release of quarter results after the bell on February 28.

Options with decreasing option implied volatility: PANW SNAP BABA MRNA PTON PYPL NFLX FB
Increasing unusual option volume: CHTR PXD WEAT JNK CSGP EWT MAS PLAN
Increasing unusual call option volume: PCG CEI WEAT PXD EWG BNO YNDX GLW
Increasing unusual put option volume: JNK BLL EWT VGK NU CHTR AGNC RSX
Popular stocks with increasing volume: SQ SOFI UBER MRNA F
Active options: AAPL TSLA AMD NVDA FB PLTR F BAC AMC MSFT BABA SOFI AMZN PYPL NIO C INTC UBER MRNA SQ
Global S&P Futures down 0.5% premarket, Nikkei up 1.9%, DAX mixed, WTI Crude oil recently at $94.61, natural gas mixed, gold at $1920 an ounce